+77.0%
FROG vs DUOL
+57.4%
+19.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.0% | -2.3% | +1.9% |
| 7D | +12.5% | +3.0% | +9.4% | +11.9% |
| 30D | +23.5% | +18.3% | +5.2% | +21.5% |
| 3M | +19.4% | +14.7% | +4.7% | +17.8% |
| 6M | +77.0% | +57.5% | +19.5% | +53.7% |
| All | +77.0% | +57.4% | +19.6% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling